+284.0%
FITB vs GPN
+28.2%
+255.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -0.3% | -4.6% | +4.3% | +2.2% |
| 30D | -5.7% | -0.3% | -5.4% | -5.9% |
| 3M | +3.2% | +35.4% | -32.3% | -13.7% |
| 6M | +23.4% | +21.7% | +1.7% | +8.1% |
| YTD | +18.8% | +14.9% | +3.9% | +5.9% |
| 1Y | +25.0% | +3.2% | +21.8% | +17.9% |
| 3Y | +131.2% | -27.1% | +158.3% | +156.0% |
| 5Y | +70.7% | -44.4% | +115.0% | +114.7% |
| All | +284.0% | +28.2% | +255.8% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GPN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling